Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
17/03/2017 | 1,60% | 1,86 | 1,89 | 62 500 | 62 500 | 62 500 | 62 500 | 116 582 | 118 457 | 99,88% | 99,88% |
16/03/2017 | 1,59% | 1,87 | 1,90 | 62 500 | 62 500 | 62 500 | 62 500 | 117 009 | 118 884 | 99,65% | 99,65% |
15/03/2017 | 1,56% | 1,90 | 1,93 | 50 000 | 50 000 | 50 000 | 50 000 | 95 116 | 96 616 | 98,75% | 98,75% |
14/03/2017 | 1,68% | 1,90 | 1,93 | 50 000 | 50 000 | 50 000 | 50 000 | 95 175 | 96 784 | 94,47% | 94,47% |
13/03/2017 | 2,07% | 1,91 | 1,95 | 50 000 | 50 000 | 50 000 | 50 000 | 95 544 | 97 544 | 92,19% | 92,19% |
10/03/2017 | 2,07% | 1,91 | 1,95 | 62 500 | 62 500 | 62 500 | 62 500 | 119 529 | 122 029 | 95,72% | 95,72% |
09/03/2017 | 2,07% | 1,92 | 1,96 | 62 500 | 62 500 | 62 500 | 62 500 | 119 329 | 121 829 | 91,30% | 91,30% |
08/03/2017 | 2,10% | 1,89 | 1,93 | 62 500 | 62 500 | 62 500 | 62 500 | 117 626 | 120 126 | 95,77% | 95,77% |
07/03/2017 | 2,12% | 1,86 | 1,90 | 62 500 | 62 500 | 62 500 | 62 500 | 116 552 | 119 052 | 98,77% | 98,77% |